PortfoliosLab logoPortfoliosLab logo
VEMY vs. VUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEMY vs. VUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and Virtus U.S. Dividend ETF (VUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VEMY achieves a 5.89% return, which is significantly lower than VUS's 19.93% return.


VEMY

1D
-0.17%
1M
1.68%
YTD
5.89%
6M
6.65%
1Y
18.61%
3Y*
15.75%
5Y*
10Y*

VUS

1D
-0.58%
1M
4.84%
YTD
19.93%
6M
20.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEMY vs. VUS - Yearly Performance Comparison


Correlation

The correlation between VEMY and VUS is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.67

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VEMY vs. VUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEMY
VEMY Risk / Return Rank: 9090
Overall Rank
VEMY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VEMY Sortino Ratio Rank: 9393
Sortino Ratio Rank
VEMY Omega Ratio Rank: 9292
Omega Ratio Rank
VEMY Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEMY Martin Ratio Rank: 9191
Martin Ratio Rank

VUS
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEMY vs. VUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and Virtus U.S. Dividend ETF (VUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VEMYVUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.63

Calmar ratioReturn relative to maximum drawdown

4.67

Martin ratioReturn relative to average drawdown

22.18

VEMY vs. VUS - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


VEMYVUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.83

3.23

-1.40

Drawdowns

VEMY vs. VUS - Drawdown Comparison

The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum VUS drawdown of -9.45%. Use the drawdown chart below to compare losses from any high point for VEMY and VUS.


Loading charts...

Drawdown Indicators


VEMYVUSDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-9.45%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

Current Drawdown

Current decline from peak

-0.17%

-0.58%

+0.41%

Average Drawdown

Average peak-to-trough decline

-1.30%

-1.46%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

Volatility

VEMY vs. VUS - Volatility Comparison


Loading charts...

Volatility by Period


VEMYVUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

Volatility (6M)

Calculated over the trailing 6-month period

4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

14.63%

-8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.63%

14.63%

-7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

14.63%

-7.00%

VEMY vs. VUS - Expense Ratio Comparison

VEMY has a 0.58% expense ratio, which is higher than VUS's 0.25% expense ratio.


Dividends

VEMY vs. VUS - Dividend Comparison

VEMY's dividend yield for the trailing twelve months is around 8.38%, more than VUS's 0.73% yield.


PositionTTM202520242023
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
8.38%8.89%10.28%9.55%
VUS
Virtus U.S. Dividend ETF
0.73%0.00%0.00%0.00%

Frequently Asked Questions


VEMY and VUS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUS is cheaper with a 0.25% expense ratio, compared with 0.58% for VEMY.

VEMY has the higher dividend yield at 8.38%, compared with 0.73% for VUS.

VEMY is categorized as Emerging Markets Bonds, while VUS is Large Cap Blend Equities. Their fees differ too: 0.58% for VEMY and 0.25% for VUS.

Portfolio Optimizer

Find the right allocation for VEMY and VUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer